| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A distribution-free transform of the residuals sample autocorrelations with application to model checking |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
150 |
| A new class of distribution-free tests for time series models specification |
0 |
0 |
0 |
76 |
0 |
0 |
0 |
182 |
| A new class of distribution-free tests for time series models specification |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
109 |
| A simple and general test for white noise |
0 |
0 |
5 |
1,140 |
1 |
1 |
7 |
3,908 |
| A wald test for the cointegration rank in nonstationary fractional systems |
0 |
0 |
0 |
74 |
0 |
0 |
0 |
268 |
| Autocorrelation-Robust Inference - (Now published in 'Handbook of Statistics', vol.15, G S Maddala and C R Rao (eds), Elsevier Science Publishers BV (1997), pp.267-298.) |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
36 |
| Class Attendance and Academic Performance among Spanish Economics Students |
0 |
0 |
1 |
127 |
0 |
0 |
2 |
752 |
| Delayed Overshooting: It's an 80s Puzzle |
0 |
0 |
1 |
9 |
0 |
0 |
3 |
64 |
| Distribution Free Goodness-of-Fit Tests for Linear Processes |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
24 |
| Distribution free goodness-of-fit tests for linear processes |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
23 |
| Distribution-free Tests of Fractional Cointegration |
0 |
0 |
0 |
98 |
0 |
1 |
5 |
250 |
| Do Foreign Excess Return Regressions Convey Valid Information? |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
88 |
| Edgeworth Expansions for Spectral Density Estimates and Studentized Sample Mean - (Now published in Economic Theory, 17 (2001), pp.497-539 |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
17 |
| Edgeworth expansions for spectral density estimates and studentized sample mean |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
35 |
| Edgeworth expansions for spectral density estimates and studentized sample mean |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
24 |
| Efficient Inference on Fractionally Integrated Panel Data Models with Fixed Effects |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
20 |
| Efficient inference on fractionally integrated panel data models with fixed effects |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
25 |
| Efficient inference on fractionally integrated panel data models with fixed effects |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
32 |
| Efficient wald tests for fractional unit roots |
0 |
0 |
1 |
151 |
0 |
0 |
1 |
335 |
| Estimation of Fractionally Integrated Panels with Fixed Effects and Cross-Section Dependence |
0 |
0 |
0 |
46 |
0 |
1 |
3 |
78 |
| FRACTIONAL COINTEGRATING REGRESSION IN THE PRESENCE OF LINEAR TIME TRENDS |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
251 |
| Fractional Cointegration Rank Estimation |
0 |
0 |
1 |
33 |
0 |
0 |
3 |
59 |
| Fractional cointegration rank estimation |
0 |
0 |
0 |
48 |
1 |
1 |
1 |
142 |
| Gaussian semiparametric estimation of non-stationary time series |
0 |
1 |
2 |
5 |
0 |
2 |
5 |
40 |
| Generalized spectral tests for the martingale difference hypothesis |
0 |
0 |
1 |
18 |
1 |
1 |
7 |
74 |
| Inference on trending panel data |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
10 |
| LM tests for joint breaks in the dynamics and level of a long-memory time series |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
18 |
| Local cross validation for spectrum bandwidth choice |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
| Model Adequacy Checks for Discrete Choice Dynamic Models |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
13 |
| Model Adequacy Checks for Discrete Choice Dynamic Models |
0 |
0 |
0 |
111 |
0 |
1 |
8 |
278 |
| New Goodness-of-fit Diagnostics for Conditional Discrete Response Models |
0 |
0 |
0 |
40 |
1 |
1 |
2 |
47 |
| New Goodness-of-fit Diagnostics for Conditional Discrete Response Models |
0 |
0 |
0 |
78 |
0 |
0 |
0 |
157 |
| Non-Gaussian log-periodogram regression |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
32 |
| Non-stationary log-periodogram regression |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
24 |
| On the Properties of Regression Tests of Asset Return Predictability |
0 |
0 |
0 |
74 |
0 |
0 |
0 |
149 |
| Optimal Fractional Dickey-Fuller Tests for Unit Roots |
0 |
0 |
0 |
103 |
0 |
0 |
0 |
265 |
| Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects |
0 |
0 |
0 |
41 |
1 |
1 |
1 |
28 |
| Residual Log-Periodogram Inference for Long-Run Relationships |
0 |
0 |
0 |
10 |
0 |
0 |
3 |
122 |
| Residual Log-Periodogram Inference for Long-Run-Relationships |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
| Residual Log-Periodogram Inference for Long-Run-Relationships |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
| Residual log-periodogram inference for long-run relationships |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
| Specification Tests of Parametric Dynamic Conditional Quantiles |
0 |
0 |
0 |
2 |
2 |
2 |
3 |
13 |
| Specification tests of parametric dynamic conditional quantiles |
0 |
0 |
0 |
3 |
1 |
1 |
1 |
44 |
| Testing the Martingale Difference Hypothesis Using Integrated Regression Functions |
1 |
1 |
2 |
113 |
1 |
1 |
3 |
413 |
| Tests for m-dependence Based on Sample Splitting Methods |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
135 |
| The Forward Discount Puzzle: Identi cation of Economic Assumptions |
0 |
0 |
1 |
29 |
0 |
1 |
4 |
138 |
| Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series - (Now published in Journal of the American Statistical Association, 95, (2000), pp.1229-1243.) |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
26 |
| Whittle pseudo-maximum likelihood estimation for nonstationary time series |
0 |
0 |
0 |
17 |
0 |
0 |
2 |
64 |
| Total Working Papers |
1 |
2 |
15 |
2,653 |
9 |
15 |
75 |
8,990 |
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